How to draw news impact curves for TGARCH?
Posted: Tue Oct 04, 2011 9:28 am
I'm a beginner user of EViews 6, and couldn't follow the long programming list for news impact curves of EGARCH.
Besides, I couldn't find any relevant information for TGARCH? Can anybody provide the steps in details about how to draw news impact curves for TGARCH in EViews? Really appreciate!
Besides, I couldn't find any relevant information for TGARCH? Can anybody provide the steps in details about how to draw news impact curves for TGARCH in EViews? Really appreciate!